米財務省:10年債入札過去データ(表)

【記者:Chris Middleton】

3月10日(ブルームバーグ)-- 米財務省が過去に実施した入札結果 (表)は次の通り。 ==============================================================================

発行額 最高落札 応札最低 最高利回 非競争額 応札 入札日 (10億ドル) 利回り 利回り 応札割合 (100万ドル) 価格 倍率 ==============================================================================

03/10/10  $21.000  3.735%   3.636% 70.94% $70.503  99.090493    3.45
02/10/10  $25.000  3.692%   3.537% 95.17%$119.882  99.443944    2.67
01/13/10  $21.000  3.754%   3.618% 49.95% $66.507  96.900805    3.00
12/09/09  $21.000  3.448%   3.300% 67.28% $45.201  99.387238    2.62
11/10/09  $25.000  3.470%   3.250% 82.49%$106.017  99.203098    2.81
10/07/09  $20.000  3.210%   3.090% 12.77% $41.921 103.470013    3.01
09/09/09  $20.000  3.510%   3.340% 78.40% $45.777 100.951686    2.77
08/12/09  $23.000  3.734%   3.550% 20.93%$138.448  99.097347    2.49
07/08/09  $19.000  3.365%   3.282% 86.72% $42.780  97.998772    3.28
06/10/09  $19.000  3.990%   3.850% 46.85% $73.776  92.968581    2.62
05/06/09  $22.000  3.190%   2.900% 22.05% $73.307  99.447210    2.47
04/09/09  $18.000  2.950%   2.550% 33.44% $20.453  98.298568    2.49
==============================================================================
          発行額     最高落札     応札最低    最高利回    非競争額                  応札
入札日     (10億ドル)     利回り      利回り   応札割合   (100万ドル)  価格          倍率
==============================================================================
03/11/09  $18.000  3.043%   2.750% 19.88% $24.829  97.504473    2.14
02/11/09  $21.000  2.818%   2.500% 91.42% $53.536  99.411068    2.21
01/08/09  $16.000  2.419%   1.990% 73.60%  $6.736 111.579767    2.59
12/11/08  $16.000  2.670%   2.000% 59.96% $33.421 109.352316    2.44
11/12/08  $20.000  3.783%   3.550% 59.39%$198.539  99.727098    2.20
10/09/08  $10.000  3.790%   3.640% 73.69%  $1.439  97.730424    2.31
10/09/08  $10.000  3.228%   2.400% 75.84%  $2.233 104.384130    2.37
10/08/08  $10.000  3.440%   3.145% 91.40%  $0.002 104.888494    2.11
10/08/08  $10.000  3.310%   2.780% 15.10%  $0.000 104.781927    1.22
09/11/08  $12.000  3.628%   3.550% 82.60% $38.689 103.070116    2.51
08/06/08  $17.000  4.075%   3.950%  3.35%$118.205  99.389034    2.61
06/12/08  $11.000  4.225%   4.149%  3.21% $29.973  97.183235    2.33
05/07/08  $15.000  3.937%   3.820% 39.63%$148.836  99.491561    2.21
03/13/08  $10.000  3.510%   3.421%  6.77% $20.285  99.912591    1.79
02/06/08  $13.000  3.620%   3.510%  2.36% $88.523  99.000685    2.34
12/13/07   $8.000  4.164%   4.101% 34.46% $27.437 100.686354    2.23
11/07/07  $13.000  4.353%   4.290% 41.76%$137.282  99.172070    2.34
==============================================================================
          発行額     最高落札     応札最低    最高利回    非競争額                  応札
入札日     (10億ドル)     利回り      利回り   応札割合   (100万ドル)  価格          倍率
==============================================================================
09/13/07   $8.000  4.493%   4.440% 84.29% $18.347 102.029801    2.95
08/08/07  $13.000  4.855%   4.740% 53.43%$155.327  99.175936    2.30
06/12/07   $8.000  5.230%   5.172% 64.49% $32.166  94.399130    2.55
05/08/07  $13.000  4.612%   4.000% 49.54% $60.752  99.110793    2.30
03/13/07   $8.000  4.523%   4.460% 79.95% $12.105 100.801596    2.64
02/07/07  $13.000  4.740%   4.670% 62.75% $57.146  99.092517    2.41
12/13/06   $8.000  4.580%   4.500% 85.37% $12.887 100.348304    2.48
11/09/06  $13.000  4.627%   4.540% 92.75% $50.007  99.984133    2.21
09/12/06   $8.000  4.810%   4.750% 78.98% $14.307 100.499835    2.91
08/09/06  $13.000  4.930%   4.870% 88.83% $87.506  99.569877    2.23
06/08/06   $8.000  4.975%   4.876% 63.87% $37.868 101.154246    2.73
05/11/06  $13.000  5.140%   5.084% 14.45%$139.326  99.883851    2.53
03/09/06   $8.000  4.760%   4.710%  4.91% $19.805  97.955698    2.87
02/08/06  $13.000  4.540%   4.470% 98.55% $53.910  99.681335    2.32
12/08/05   $8.000  4.490%   4.400% 10.42% $17.227 100.072479    2.19
11/10/05  $13.000  4.578%   4.500% 55.70% $82.301  99.379727    2.24
09/08/05   $8.000  4.134%   4.080% 66.61% $31.913 100.929850    2.68
==============================================================================
          発行額     最高落札     応札最低    最高利回    非競争額                  応札
入札日     (10億ドル)     利回り      利回り   応札割合   (100万ドル)  価格          倍率
==============================================================================
08/11/05  $13.000  4.350%   4.290% 57.72% $66.421  99.196069    2.59
06/09/05   $8.000  3.990%   3.900% 27.73% $15.444 101.091049    2.50
05/12/05  $14.000  4.220%   4.100% 35.09% $74.299  99.231425    2.33
03/10/05   $9.000  4.504%   4.410%  1.71% $19.977  95.996638    2.35
02/10/05  $14.000  4.049%   3.910% 40.60% $85.704  99.600335    2.05
12/09/04   $9.000  4.150%   4.090% 89.20% $38.997 100.800290    2.68
11/10/04  $14.000  4.280%   4.200% 61.68%$123.531  99.758010    2.05
09/09/04   $9.000  4.195%   4.100%  6.11% $36.420 100.436000    2.12
08/12/04  $14.000  4.270%   4.230% 42.14%$119.392  99.838000    2.90
06/10/04  $10.000  4.828%   4.790% 52.31% $61.494  99.383000    2.93
05/13/04  $15.000  4.848%   4.800% 24.66%$202.419  99.230000    2.78
03/11/04  $11.000  3.752%   3.660% 34.31% $43.495 102.034000    1.81
02/12/04  $16.000  4.060%   3.980% 85.61%$133.629  99.511000    2.00
12/11/03  $12.000  4.365%   4.260% 57.76% $54.381  99.076000    1.78
11/13/03  $17.000  4.360%   4.300% 70.60%$155.610  99.116000    1.90
09/11/03  $13.000  4.340%   4.240% 63.42% $65.252  99.275000    2.23
08/07/03  $18.000  4.370%   4.250% 82.62%$239.733  99.036000    2.00
==============================================================================
          発行額     最高落札     応札最低    最高利回    非競争額                  応札
入札日     (10億ドル)     利回り      利回り   応札割合   (100万ドル)  価格          倍率
==============================================================================
05/08/03  $18.000  3.700%   3.500% 26.17% $88.878  99.378000    1.22
02/12/03  $18.000  3.960%   3.894% 51.28%$128.291  99.304000    1.85
11/06/02  $18.000  4.095%   4.020% 86.41%$111.061  99.227000    1.90
08/07/02  $18.000  4.390%   4.250% 49.47%$190.474  99.880000    1.29
05/08/02  $11.000  5.170%   5.100% 74.52%$146.232  97.746000    2.15
02/06/02  $12.630  4.880%   4.800% 31.06%$158.538  99.961000    1.82
11/07/01   $7.000  4.220%   4.135% 83.52% $75.014 106.170000    2.01
10/04/01   $6.000  4.519%   4.400% 53.57%  $0.225 103.783000    2.36
08/08/01  $11.000  5.078%   5.030% 63.72%$107.692  99.394000    2.85
05/09/01   $9.000  5.189%   5.139% 76.13% $77.102  98.551000    2.56
02/07/01  $11.004  5.067%   4.990%100.00% $83.801  99.479000    2.10
11/08/00   $8.000  5.865%   5.800% 30.00% $47.917  99.134000    2.63
08/09/00  $10.003  5.840%   5.750% 77.00% $77.842  99.326000    1.95
05/10/00   $8.006  6.475%   6.400% 26.00%$108.592 100.153000    2.62
02/09/00  $10.000  6.540%   6.390% 49.00%$177.447  99.710000    1.45
11/10/99  $10.005  6.007%   5.910%  8.00% $83.683  99.927000    2.48
08/11/99  $12.006  6.085%   6.019% 58.00%$131.188  99.370000    2.07
==============================================================================
          発行額     最高落札     応札最低    最高利回    非競争額                  応札
入札日     (10億ドル)     利回り      利回り   応札割合   (100万ドル)  価格          倍率
==============================================================================
05/12/99  $12.003  5.510%   5.420% 59.00%$135.359  99.923000    1.62
02/10/99  $10.003  4.913%   4.830% 11.00% $62.414  98.735000    2.04
11/04/98  $12.001  4.820%   4.620% 82.00% $54.900  99.410000    1.52
08/12/98  $11.000  5.428%   5.436% 40.00% $88.500 101.457000    2.12
05/13/98  $12.002  5.646%   5.653% 66.00%$114.500  99.841000    2.39
02/11/98  $12.005  5.558%   5.564% 86.00%$258.800  99.559000    2.49
11/05/97  $11.003  5.955%   5.967% 30.00%$331.200 101.221000    2.44
08/06/97  $12.002  6.205%   6.218% 34.00%$380.900  99.411000    2.24
05/07/97  $12.001  6.740%   6.759% 50.00%$383.000  99.173000    1.86
02/12/97  $12.005  6.374%   6.399% 60.00%$424.000  99.092000    1.90
11/06/96  $10.002  6.273%   6.283% 46.00%$306.000 101.643000    2.41
10/08/96  $10.005  6.502%   6.510% 80.00%$284.000  99.985000    2.34
08/07/96  $10.000  6.535%   6.553% 95.00%$385.000 103.339000    2.22
07/09/96  $10.005  7.016%   7.019% 86.00%$385.000  99.886000    2.66
05/08/96  $14.002  6.902%   6.906% 97.00%$413.000  99.807000    2.39
02/07/96  $14.009  5.649%   5.660% 82.00%$540.000  99.819000    2.01
11/21/95  $13.508  5.900%   5.910% 54.00%$706.000  99.810000    2.22
08/09/95  $13.006  6.501%   6.508% 95.00%$449.000  99.993000    2.46
05/10/95  $12.503  6.608%   6.680% 92.00%$368.000  99.219000    1.67
02/08/95  $12.045  7.540%   7.550% 31.00%$692.000  99.723000    2.33
11/09/94  $12.051  7.960%   7.970% 60.00%$623.000  99.421000    2.30
08/10/94  $12.073  7.330%   7.330% 96.00%$524.000  99.440000    2.41
05/11/94  $12.009  7.360%   7.400% 21.00%$644.000  99.230000    1.88
02/09/94  $12.001  5.920%   5.930% 27.00%$466.000  99.664000    2.58
==============================================================================
注:米国債は単一価格方式(ダッチ)を採用。この方式では応札利回りの低い
(価格の高い)ものより、順次割当てていき、入札予定額を満たす
まで落札される。

--編集:Yamahiro, Tanzi

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